| Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts A Necir, D Meraghni Insurance: Mathematics and economics 45 (1), 49-58, 2009 | 63 | 2009 |
| Statistical estimate of the proportional hazard premium of loss A Necir, D Meraghni, F Meddi Scandinavian Actuarial Journal 2007 (3), 147-161, 2007 | 51 | 2007 |
| Complete flood frequency analysis in Abiod watershed, Biskra (Algeria) S Benameur, A Benkhaled, D Meraghni, F Chebana, A Necir Natural hazards 86, 519-534, 2017 | 30 | 2017 |
| Estimating L-functionals for heavy-tailed distributions and application. A Necir, D Meraghni Journal of Probability & Statistics, 2010 | 27 | 2010 |
| Tail product-limit process for truncated data with application to extreme value index estimation S Benchaira, D Meraghni, A Necir Extremes 19 (2), 219-251, 2016 | 22 | 2016 |
| Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses B Brahimi, D Meraghni, A Necir, R Zitikis Insurance: Mathematics and economics 49 (3), 325-334, 2011 | 20 | 2011 |
| On the asymptotic normality of the extreme value index for right-truncated data S Benchaira, D Meraghni, A Necir Statistics & Probability Letters 107, 378-384, 2015 | 16 | 2015 |
| Approximations to the tail index estimator of a heavy-tailed distribution under random censoring and application B Brahimi, D Meraghni, A Necir arXiv preprint arXiv:1302.1666, 2015 | 15 | 2015 |
| A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment B Brahimi, D Meraghni, A Necir, D Yahia Journal of statistical planning and inference 143 (6), 1064-1081, 2013 | 14 | 2013 |
| On the asymptotic normality of Hill’s estimator of the tail index under random censoring B Brahimi, D Meraghni, A Necir Preprint: arXiv-1302.1666 44, 2013 | 13 | 2013 |
| Kernel estimation of the tail index of a right-truncated Pareto-type distribution S Benchaira, D Meraghni, A Necir Statistics & Probability Letters 119, 186-193, 2016 | 12 | 2016 |
| Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring B Brahimi, D Meraghni, A Necir Mathematical Methods of Statistics 24 (4), 266-279, 2015 | 11 | 2015 |
| Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach D Meraghni, A Necir Methodology and Computing in Applied Probability 9, 557-572, 2007 | 11 | 2007 |
| Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship B Brahimi, D Meraghni, A Necir arXiv preprint arXiv:1502.03955, 2015 | 6 | 2015 |
| Erratum to:‘Statistical estimate of the proportional hazard premium of loss’ A Necir, B Brahimi, D Meraghni Scandinavian Actuarial Journal 2010 (3), 246-247, 2010 | 6 | 2010 |
| Distortion risk measures for sums of dependent losses B Brahimi, D Meraghni, A Necir Afrika Statistika 5 (1), 2010 | 6 | 2010 |
| A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold N Haouas, A Necir, D Meraghni, B Brahimi Afrika Statistika 12 (1), 1159-1170, 2017 | 5 | 2017 |
| POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks A Necir, A Rassoul, D Meraghni Journal of Probability and Statistics 2010, 2010 | 5 | 2010 |
| Tail empirical process and weighted extreme value index estimator for randomly right-censored data B Brahimi, D Meraghni, A Necir, L Soltane arXiv preprint arXiv:1801.00572, 2018 | 4 | 2018 |
| Computing Confidence Bounds for the Mean of a Levy% Stable Distribution D Meraghni, A Necir Proceeding in Computational Statistics (Edited by Alfredo Rizzi and Maurizio …, 2006 | 3 | 2006 |
